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Re: [GT] DSS [fixed]

Weigert, Thomas wrote:

RAS,

Comments below....

Cheers, Th.



-----Original Message-----
From: Robert A. Schmied [mailto:ras

AT
acm.org]

Sent: Tuesday, March 11, 2008 9:59 PM
To: devel

AT
geniustrader.org

Subject: Re: [GT] DSS [fixed]

array @NAMES does not include the last 3 indicator series
(e.g {I:Prices HIGH}, {I:Prices LOW}, {I:Prices CLOSE} as ,#4,#5,#6).
as a result

was that omission intentional?



This was done on purpose to shorten the output. Typically, the series
used rarely deviate from the default, while the smoothing parameters
change. So this provides a good compromise between volume and
information.



fine, so long as pod id's the remaining three arguments
({I:Prices HIGH}, {I:Prices LOW}, {I:Prices CLOSE} as ,#4,#5,#6)
as i did do per III)

i have also added the following sentence to the 'High, Low, and
Close of Source' pod item.
"By default these are {I:Prices HIGH}, {I:Prices LOW}, {I:Prices CLOSE} respectively."





i don't think this pod sentence provides any useful information and
recommend it be removed or re-written to be useful (it is likely a
cut/copy/paste hold-over):
"The handling and the calculations of signals is similar to the
Stochastic-Indictor."



This sentence was from the original pod before kw and I updated it.


right -- ok to remove it? or can someone make it make meaningful.
or maybe just explain it to me? ;-)





topic for general ta discussion. the question of 'which data point' to


use


in an indicator comes up from time to time, as it has here and again


in


the aroon indicator. in the aroon case the user is able to alter the
default
values by specifying alternatives, in this instance, unfortunately the
user
has no option (that i can see), the algorithm is fixed.

so the questions include:
is there a place for an alternate dss that implements the alternate
algorithm?
or can on dss module easily accommodate the two different algorithms?



I am sorry to say I do not understand what you are asking. What "data


you show two different formulas, one from www.wealth-lab.com, one from
www.tradesignalonline.com. i understand the pod to indicate this dss
version implements the algorithm in accordance with the one from
www.tradesignalonline.com.

didn't look into the differences in any detail what-so-ever ...


point" are you referring to? Do you mean the difference in who one
believes with respect to algorithms for indicators when there is a
disagreement as to e.g., which smoothing function to choose, or when to
apply the smoothing, etc.?


yes -- if that is where the basic difference lies.



In this case, using the other interpretation (first divide then smooth)
is just SMA[p3, SMA[p2, STO[p1, 1, 1, 1]]]


yes -- this is what i was driving at -- assuming there are valid ta
reasons for the www.wealth-lab.com form, shouldn't we define a second
dss version that operates that way?


which can easily be done in line, or by writing another indicator. I
don't think it makes much sense to allow selection of the algorithm, as


i agree -- kiss (keep it simple simon)


this would increase the computation time needlessly (due to the way
indicators are built from series, many intermediate series are computed
whether used or not).




ok -- so now

1a) is the www.wealth-lab.com form useful for ta purposes?
1b) not being able to decipher it myself, which version did the original dss package
   attempt to implement? might that fact give that version name precedence, even
   if it didn't work?
1c) if not we need new name(s) for it. one for file and another for indicator (package).

2a) is the pre 11mar08 dss.pm correct in terms of the www.wealth-lab.com version?
2b) if not someone want to make it so?



ras